+112.4%
C vs LNG
+175.6%
-63.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.3% | +1.9% |
| 7D | -0.9% | -8.4% | +7.4% | +0.8% |
| 30D | -5.4% | +2.7% | -8.1% | -6.2% |
| 3M | -9.2% | +11.7% | -20.9% | -11.8% |
| 6M | -1.8% | +19.5% | -21.3% | -6.6% |
| YTD | +6.7% | +48.0% | -41.3% | -5.6% |
| 1Y | +23.5% | +38.4% | -14.8% | +11.2% |
| 3Y | +219.8% | +71.9% | +147.9% | +169.6% |
| 5Y | +112.4% | +179.9% | -67.5% | +57.0% |
| All | +112.4% | +175.6% | -63.2% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling